+90.3%
STM vs ODFL
+22.6%
+67.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.1% |
| 7D | -7.9% | -5.4% | -2.5% | -5.5% |
| 30D | -14.1% | -7.7% | -6.5% | -11.3% |
| 3M | -17.6% | -20.8% | +3.2% | -9.3% |
| 6M | -24.2% | -15.0% | -9.2% | -19.0% |
| YTD | +73.3% | +7.6% | +65.7% | +58.6% |
| All | +90.3% | +22.6% | +67.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling